Timeline for How to upper bound the difference between these two Gaussian-like densities?
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 30, 2023 at 0:49 | vote | accept | Analyst | ||
| May 29, 2023 at 22:33 | answer | added | Iosif Pinelis | timeline score: 3 | |
| May 25, 2023 at 20:12 | comment | added | Analyst | @IosifPinelis Unfortunately, not yet... | |
| May 25, 2023 at 20:12 | comment | added | Iosif Pinelis | Have you done this? | |
| May 12, 2023 at 20:29 | comment | added | Analyst | @IosifPinelis Thank you so much for your confirmation! I will try to do it. | |
| May 12, 2023 at 20:27 | comment | added | Iosif Pinelis | Yes, I know how to do this, but the derivation is rather long and tedious. You just group like terms at each step. Begin with $|z_2 G(y_1)-z_1 G(y_2)|\le|z_1-z_2|G(y_1)+z_1|G(y_1)-G(y_2)|$. | |
| May 12, 2023 at 9:23 | comment | added | Analyst | @IosifPinelis May I ask if you have any idea to derive the inequality? | |
| May 11, 2023 at 16:32 | comment | added | Analyst | @IosifPinelis You are right! In my context, $h$ is the discretization size step of the Euler scheme, so $h$ is bounded by a fixed $T>0$. | |
| May 11, 2023 at 16:18 | comment | added | Iosif Pinelis | In other words, my question is the following: For what values of $h>0$ do you want the inequality $|\alpha| \le C h^{-1 + \eta/2} p_c (h, x, x')$ to hold? | |
| May 11, 2023 at 16:16 | comment | added | Iosif Pinelis | If $h$ is a constant, why can't the factor $h^{-1 + \eta/2}$ be absorbed into the factor $C$ in $C h^{-1 + \eta/2}$? | |
| May 11, 2023 at 15:15 | comment | added | Analyst | @IosifPinelis $h$ is a constant... | |
| May 11, 2023 at 15:12 | comment | added | Iosif Pinelis | Is $h$ bounded? | |
| May 11, 2023 at 14:31 | history | edited | Analyst | CC BY-SA 4.0 |
added 36 characters in body
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| May 11, 2023 at 14:24 | history | asked | Analyst | CC BY-SA 4.0 |